the SMA performance report on edgeful analyzes price crossover events above and below a simple moving average to calculate performance statistics. it identifies up and down cross events, calculates duration and performance for each event lasting at least 5 periods, and aggregates statistics for both cross types.

you get a view of how price tends to behave after each cross.

this is one of the 150+ reports available on the edgeful platform. here's how it works, what the data shows, and how traders use it.

table of contents

• what the SMA performance report measures
• how the calculation works
• how traders use SMA performance data
• combining SMA performance with other reports
• key takeaways

what the SMA performance report measures

the SMA performance report analyzes price crossover events above and below a simple moving average to calculate performance statistics. it identifies up and down cross events, calculates duration and performance for each event lasting at least 5 periods, and aggregates statistics for both cross types.

the report is available for futures, stocks, ETFs, forex, and crypto. you can filter by ticker, SMA period (customizable), and lookback period (1 month to 5+ years).

how the calculation works

the SMA performance report measures streak duration and performance after each SMA cross.

• the report identifies every cross of price above or below the chosen SMA
• it tracks how many bars price remained on one side of the SMA before crossing back
• it also calculates cumulative performance during each above-SMA and below-SMA streak
• statistics include average streak length, longest streak, and average performance per streak
• this gives you a statistical view of how price typically behaves on either side of a SMA

how traders use SMA performance data

• timing trend-following entries when streaks are typically just beginning
• avoiding late entries when streak length is approaching the historical average
• setting expectations for how far price tends to travel during above- or below-SMA periods
• pairing with directional bias reports to align entries with the dominant streak direction
• risk management by knowing when reversals are statistically more likely

the data doesn't tell you to trade. the SMA performance report tells you the historical performance of the setup in front of you. what you do with that information is your decision.

results require customization, time, and effort. the numbers change depending on your ticker, session, and lookback period. always check the data for your specific conditions.

combining SMA performance with other reports

the SMA performance report works best when combined with other edgeful reports for confluence:

• use the what's in play dashboard to see SMA performance data alongside your other favorite reports in one view
• the screener lets you scan up to 49 tickers for SMA performance setups across 4 reports simultaneously
• edgeful AI can analyze SMA performance data alongside other reports and find patterns you'd never spot manually

key takeaways

• the edgeful SMA performance report measures how long price stays above or below a SMA and the typical performance during each streak
• available for futures, stocks, ETFs, forex, and crypto with ticker, SMA period, and lookback filtering
• part of the 150+ reports included in the edgeful essential plan ($49/month or $39/month annual)
• works best when combined with other reports using what's in play, the screener, or edgeful AI

trading involves risk. past performance and historical data do not guarantee future results. the statistics referenced in this post are based on historical data and may not reflect future market conditions. always trade with proper risk management.